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From |
Alex Gamma <alex.gamma@uzh.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: stcox in case the ph-assumption is rejected |

Date |
Fri, 6 Jan 2012 22:46:51 +0100 |

Yuval, provided that you -stset- your data correctly (i.e. as containing delyed entries), stpm2 obviously requires you to specifiy the scale option in order to estimate such models. Apart from the command's help-file, there is also a paper from The Stata Journal that explains the use of stpm2 in detail. Paul C. Lambert & Patrick Royston Further development of flexible parametric models for survival analysis The Stata Journal (2009) 9, Number 2, pp. 265–290 Alex > Thanks, that sounds great. > > I tried this and got the following error command: > > . stpm2 mean_reduct reductcurrent_mean_reduct rent_net8 > diff_stdmadadarea diff_mortgage permanentincomeestimate82 a >> ppreciation,df(4) > note: delayed entry models are being fitted > The scale must be specified > > Note that in my sample - tenants start to exercise at t=13. Is this > fact has something to do with this error message? > > On Fri, Jan 6, 2012 at 5:14 PM, Alex Gamma <alex.gamma@uzh.ch> wrote: >> Hi Yuval, >> >> I prefer the user-written command STPM2 for these kinds of situation. It makes it easy to model variables that violate the PH-assumption as time-dependent effects using cubic splines. >> >> - ssc describe stpm2 - >> - ssc install stpm2 - >> >> Alex >> >> >> Am 06.01.2012 um 09:06 schrieb Yuval Arbel: >> >>> Dear Statalist Participants, >>> >>> I'm working with stata 11.2. Having read carefully stata's manual >>> under the title "stcox PH-assumption tests" I have two questions >>> (which seems to be relevant to Marteen's answer in another thread): >>> >>> The manual shows very nicely the following situation related to >>> medical experiments: if we take two groups of cancer patients, where >>> one group is exposed to a standard treatment and the other to a >>> special treatment - and we would like to show that the experimental >>> treatment is more efficient, we anticipate a paralel upward shift of >>> the projected survival rates compared to the actual ones. If this is >>> the case - the PH-assumption, namely the assumption that the hazard to >>> survival is constant over the sample period, is supported >>> statistically. >>> >>> My first question is whether this discussion is relevant if I am >>> applying the Cox model to describe the exercise of call (real) options >>> to purchase appartments. >>> >>> My second question is the following: suppose that the PH-assumption >>> does not hold in the sample and the above discussion is relevant. The >>> stata manual says the following: "If the assumption fails, alternative >>> modeling choices would be more appropriate (e.g. , a stratified Cox >>> model, time-varying covariates)." >>> >>> The question is: is there any command to incorporate the -stcox- with >>> varying hazard level across time? I'm aware of the -strata()- option, >>> but I wonder whether I can somehow account for time-varying covariates >>> and incorporate it with -stcox- >>> >>> -- >>> Dr. Yuval Arbel >>> School of Business >>> Carmel Academic Center >>> 4 Shaar Palmer Street, >>> Haifa 33031, Israel >>> e-mail1: yuval.arbel@carmel.ac.il >>> e-mail2: yuval.arbel@gmail.com >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > > > > -- > Dr. Yuval Arbel > School of Business > Carmel Academic Center > 4 Shaar Palmer Street, > Haifa 33031, Israel > e-mail1: yuval.arbel@carmel.ac.il > e-mail2: yuval.arbel@gmail.com > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: stcox in case the ph-assumption is rejected***From:*Yuval Arbel <yuval.arbel@gmail.com>

**References**:**st: stcox in case the ph-assumption is rejected***From:*Yuval Arbel <yuval.arbel@gmail.com>

**Re: st: stcox in case the ph-assumption is rejected***From:*Alex Gamma <alex.gamma@uzh.ch>

**Re: st: stcox in case the ph-assumption is rejected***From:*Yuval Arbel <yuval.arbel@gmail.com>

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